Did you read the posting guide? Your posting is not comprehensible to most of the readers of this list, and you have not explained whether this has anything to do with R, or any of its contributed packages; there are no clues in included code or code snippets illustrating the problem. Your TLA is capable of many interpretations. Finally, if you are asking about spatial autoregression, you might have posted to the R-sig-geo list instead.
If you are asking why lagsarlm() in the spdep package does not provide an R2 value in its summary, try using its log likelihood value, and comparing that with logLik() of the equivalent lm() model - this is reported in the summary() of the fitted object. You can calculate a pseudo-R2 by correlating the observed and fitted values, but the likelihood ratio (or comparisons of the AIC) are perhaps better founded. The same measures are found in other implementations (GeoDa, Matlab spatial econometrics toolbox). It is not obvious what you mean by "validate" in this context. Roger Bivand saniye keser wrote: > > > Hi everyone, > How can i obtain R2 for SAR model? and how can i validate the results, can > i use the coefficients directly in a simple formula like y=b0+b1*x1+... or > do i have to use the complicated formula for SAR (the one with the weight > matrix and rho and...)? > > Thanks for any help! > > > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/R2-for-SAR-and-validation-tp25225433p25239901.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
